orthoDr (version 0.6.8)

surv_dn_solver: surv_dn_solver C++ function

Description

The main optimization function for survival dimensional reduction, the IR-CP method. This is an internal function and should not be called directly.

Usage

surv_dn_solver(
  B,
  X,
  Phit,
  Fail_Ind,
  bw,
  rho,
  eta,
  gamma,
  tau,
  epsilon,
  btol,
  ftol,
  gtol,
  maxitr,
  verbose,
  ncore
)

Value

The optimizer B for the estimating equation.

Arguments

B

A matrix of the parameters B, the columns are subject to the orthogonality constraint

X

The covariate matrix (This matrix is ordered by the order of Y for faster computation)

Phit

Phit as defined in Sun et al. (2017)

Fail_Ind

The locations of the failure subjects

bw

Kernel bandwidth for X

rho

(don't change) Parameter for control the linear approximation in line search

eta

(don't change) Factor for decreasing the step size in the backtracking line search

gamma

(don't change) Parameter for updating C by Zhang and Hager (2004)

tau

(don't change) Step size for updating

epsilon

(don't change) Parameter for approximating numerical gradient

btol

(don't change) The $B$ parameter tolerance level

ftol

(don't change) Estimation equation 2-norm tolerance level

gtol

(don't change) Gradient tolerance level

maxitr

Maximum number of iterations

verbose

Should information be displayed

ncore

The number of cores for parallel computing

References

Sun, Q., Zhu, R., Wang, T., & Zeng, D. (2019). Counting process-based dimension reduction methods for censored outcomes. Biometrika, 106(1), 181-196. DOI: tools:::Rd_expr_doi("10.1093/biomet/asy064")

Examples

# This function should be called internally. When having all objects pre-computed, one can call
# surv_solver(B, X, Phit, Fail.Ind,
#             rho, eta, gamma, tau, epsilon, btol, ftol, gtol, maxitr, verbose)
# to solve for the parameters B.